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ds3_r_intro

Materials for the "Introduction to R Programming" workshop taught at the Hertie School Data Science Summer School (DS3)

dse2019

Teaching materials from DSE2019 summer school at Chicago Booth

dsge-svt

An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors

dsge_calibration

Academic project on the calibration of DSGE models conducted in the 2nd year of the Master in Economics of ENSAE / Institut Polytechnique de Paris.

dsge_iris

DSGE Models in the Matlab IRIS Toolbox

dsge_models

Intro to DSGE models using Python and Dynare

dsge_replication

dupirenn

Neural network local volatility with dupire formula

dynamic-clearing-of-financial-networks

dynamic-semiparamtric-factor-model

This Repository contains MATLAB codes for the Paper "Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics"

dynamic_conditional_beta

Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.

dynamic_quantile_panel

分位数动态面板

dynamicdsge

dynamicnets

dynamicnets.jl

Code for estimation of Large Dynamic Networks

dynamicpooling

dynare_.mod_files

Dynare .mod files for macroeconomic DSGE models

dynare_utilities

dynarer

DynareR package integrates Dynare and R

dynquant

dynquant - dynamic quantile regression models: CAViaR (different specifications), MVMQCAViaR, and Mixed Data Sampling versions of these models.

eap

empirical asset pricing

eap-1

Empirical Asset Pricing in R

eap_ef

Code and papers writting for courses Empirical Asset Pricing and Economic Forecasting

ebci_matlab

Matlab code for robust empirical Bayes confidence intervals

ec4308-credit-default-risk

Prediction of Credit Default Risk (Boolean) using Machine Learning and Deep Learning methods such as PCA, PLS, Regression Trees, Random Forest, Boosted Trees, ANN, CNN, LSTM

ecom025_2020

Financial Econometrics module (MSc level)

econ-690-highfrequencyeconometrics

高频计量课件及codeCode and documents from Econ 690 at Duke

econ220e-final-project

Final project for Econ 220E at UCSD, replicates results from Feng, Giglio, Xiu (2020) Journal of Finance in R

econ3070_f2022

CU Boulder Economics 3070 Fall 2022

econ3535_s2022